S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Oct-1997
Day Change Summary
Previous Current
13-Oct-1997 14-Oct-1997 Change Change % Previous Week
Open 967.27 968.27 1.00 0.1% 965.33
High 973.46 972.86 -0.60 -0.1% 983.12
Low 966.95 961.87 -5.08 -0.5% 963.34
Close 968.10 970.28 2.18 0.2% 966.98
Range 6.51 10.99 4.48 68.8% 19.78
ATR 11.58 11.54 -0.04 -0.4% 0.00
Volume
Daily Pivots for day following 14-Oct-1997
Classic Woodie Camarilla DeMark
R4 1,001.31 996.78 976.32
R3 990.32 985.79 973.30
R2 979.33 979.33 972.29
R1 974.80 974.80 971.29 977.07
PP 968.34 968.34 968.34 969.47
S1 963.81 963.81 969.27 966.08
S2 957.35 957.35 968.27
S3 946.36 952.82 967.26
S4 935.37 941.83 964.24
Weekly Pivots for week ending 10-Oct-1997
Classic Woodie Camarilla DeMark
R4 1,030.49 1,018.51 977.86
R3 1,010.71 998.73 972.42
R2 990.93 990.93 970.61
R1 978.95 978.95 968.79 984.94
PP 971.15 971.15 971.15 974.14
S1 959.17 959.17 965.17 965.16
S2 951.37 951.37 963.35
S3 931.59 939.39 961.54
S4 911.81 919.61 956.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 983.12 961.87 21.25 2.2% 10.11 1.0% 40% False True
10 983.12 947.28 35.84 3.7% 10.81 1.1% 64% False False
20 983.12 937.38 45.74 4.7% 10.58 1.1% 72% False False
40 983.12 896.82 86.30 8.9% 12.74 1.3% 85% False False
60 983.12 893.34 89.78 9.3% 13.18 1.4% 86% False False
80 983.12 878.43 104.69 10.8% 13.17 1.4% 88% False False
100 983.12 831.87 151.25 15.6% 12.43 1.3% 92% False False
120 983.12 763.30 219.82 22.7% 12.35 1.3% 94% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.81
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,019.57
2.618 1,001.63
1.618 990.64
1.000 983.85
0.618 979.65
HIGH 972.86
0.618 968.66
0.500 967.37
0.382 966.07
LOW 961.87
0.618 955.08
1.000 950.88
1.618 944.09
2.618 933.10
4.250 915.16
Fisher Pivots for day following 14-Oct-1997
Pivot 1 day 3 day
R1 969.31 969.41
PP 968.34 968.54
S1 967.37 967.67

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These figures are updated between 7pm and 10pm EST after a trading day.

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